There isn't a single cohesive level transition in the game, and this is a design choice. The only real level intros are in ERZ2 and ERZ3, and they aren't even hinted at in the previous level. Exit transitions were nuked in 2.1 so that exit sectors are always the same, and this is why the exits of DSZ1, CEZ2 (lol), ACZ1, RVZ1, ERZ1, and ERZ2 were changed.